ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 12-Aug-2020
Day Change Summary
Previous Current
11-Aug-2020 12-Aug-2020 Change Change % Previous Week
Open 126-035 125-288 -0-068 -0.2% 126-090
High 126-052 125-308 -0-065 -0.2% 126-125
Low 125-265 125-245 -0-020 0.0% 126-050
Close 125-265 125-270 0-005 0.0% 126-052
Range 0-108 0-062 -0-045 -41.9% 0-075
ATR 0-047 0-048 0-001 2.3% 0-000
Volume 23,207 25,593 2,386 10.3% 12,311
Daily Pivots for day following 12-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-142 126-108 125-304
R3 126-079 126-046 125-287
R2 126-017 126-017 125-281
R1 125-303 125-303 125-276 125-289
PP 125-274 125-274 125-274 125-267
S1 125-241 125-241 125-264 125-226
S2 125-212 125-212 125-259
S3 125-149 125-178 125-253
S4 125-087 125-116 125-236
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-301 126-252 126-094
R3 126-226 126-177 126-073
R2 126-151 126-151 126-066
R1 126-102 126-102 126-059 126-089
PP 126-076 126-076 126-076 126-069
S1 126-027 126-027 126-046 126-014
S2 126-001 126-001 126-039
S3 125-246 125-272 126-032
S4 125-171 125-197 126-011
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-118 125-245 0-192 0.5% 0-064 0.2% 13% False True 14,178
10 126-125 125-245 0-200 0.5% 0-055 0.1% 13% False True 8,012
20 126-125 125-245 0-200 0.5% 0-044 0.1% 13% False True 5,282
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-253
2.618 126-151
1.618 126-089
1.000 126-050
0.618 126-026
HIGH 125-308
0.618 125-284
0.500 125-276
0.382 125-269
LOW 125-245
0.618 125-206
1.000 125-182
1.618 125-144
2.618 125-081
4.250 124-299
Fisher Pivots for day following 12-Aug-2020
Pivot 1 day 3 day
R1 125-276 126-006
PP 125-274 125-308
S1 125-272 125-289

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These figures are updated between 7pm and 10pm EST after a trading day.

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